+87.3%
ALB vs LH
+185.6%
-98.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.2% |
| 7D | -8.6% | -3.2% | -5.4% | -6.9% |
| 30D | -4.0% | +0.1% | -4.2% | -4.1% |
| 3M | -17.4% | +18.6% | -36.0% | -25.4% |
| 6M | -25.4% | +17.9% | -43.3% | -32.6% |
| YTD | -10.5% | +28.9% | -39.5% | -23.2% |
| 1Y | +75.8% | +16.6% | +59.2% | +58.9% |
| 3Y | -28.5% | +63.6% | -92.1% | -46.0% |
| 5Y | -45.1% | +30.0% | -75.1% | -54.1% |
| 10Y | +87.3% | +191.9% | -104.6% | +3.1% |
| All | +87.3% | +185.6% | -98.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling